Director, ALM & Market Risk Modeling (Hybrid)

Fairygodboss; Westlake (TX); Hybrid; USD 121,400 - 269,900; Full time

Benefits offered by this job

401(k) with company match

Paid time for vacation and volunteering

Health, dental, and vision insurance

Tuition reimbursement

Job summary

Fairygodboss is seeking a Director in ALM & Market Risk Modeling to lead efforts in interest rate risk management. This position requires extensive experience with PolyPaths, financial planning, and a strong understanding of market risk modeling.

The successful candidate will have over 8 years in complex financial services and demonstrate leadership capabilities. Benefits include hybrid work flexibility, competitive salary, and comprehensive health packages.

Qualifications

• 5+ years of direct people leadership/management experience.
• 8+ years of experience in a publicly traded complex financial services corporate environment.
• Strong understanding of fixed income products and interest rate derivatives.

Responsibilities

• Administer the PolyPaths system and oversee profile management.
• Maintain comprehensive technical documentation for the PolyPaths system.
• Collaborate with Model Risk Oversight teams to maintain model documentation.

Skills

Direct people leadership

Market risk modeling

Financial planning

PolyPaths

Data quality controls

Education

Degree in Applied Mathematics, Financial Engineering, Economics

Tools

PolyPaths

QRM

Cloud services

Job description

Fairygodboss is seeking a Director in ALM & Market Risk Modeling to lead efforts in interest rate risk management. This position requires extensive experience with PolyPaths, financial planning, and a strong understanding of market risk modeling.

The successful candidate will have over 8 years in complex financial services and demonstrate leadership capabilities. Benefits include hybrid work flexibility, competitive salary, and comprehensive health packages.